市场存量择时的小市值策略:年化收益率（13.45%）
基于市场存量择时的小市值策略
概要
核心指标
- 累计收益率: 128.65%
- 年化收益率: 13.45%
- 基准收益率: -2.66%
- 阿尔法: 0.13
- 夏普比率: 0.59
- 最大回撤: 20.07%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-23 | 技源集团(603262.SH) | 16.204859722222 | 0 | 2 | 15.84 | 0 | -9285.98/-3.979% |
| 2026-10-23 | 湘佳股份(002982.SZ) | 12.433729100529 | 0 | 2 | 13.28 | 0 | -6874.48/-2.925% |
| 2026-10-23 | 天富龙(603406.SH) | 26.207859770115 | 0 | 2 | 25.47 | 0 | -9551.38/-4.189% |
| 2026-10-23 | 敷尔佳(301371.SZ) | 20.20605982906 | 0 | 2 | 20.46 | 0 | -1708.9/-0.723% |
| 2026-10-23 | 聚力文化(002247.SZ) | 2.3306990059642 | 0 | 2 | 2.26 | 0 | -7112.32/-3.033% |
| 2026-10-23 | 中机认检(301508.SZ) | 23.256975 | 0 | 2 | 23.36 | 0 | -2569.75/-1.105% |
| 2026-10-23 | 红四方(603395.SH) | 22.646792156863 | 0 | 2 | 22.1 | 0 | -5169.28/-2.238% |
| 2026-10-23 | 中集环科(301559.SZ) | 12.613783243243 | 0 | 2 | 12.7 | 0 | -3954.99/-1.695% |
| 2026-10-23 | 新亚电缆(001382.SZ) | 15.914773287671 | 0 | 2 | 16.06 | 0 | -1091.69/-0.47% |
| 2026-10-23 | 热威股份(603075.SH) | 17.745322137405 | 0 | 2 | 17.51 | 0 | -5833.72/-2.51% |
交易详情
| 2026-10-23 | 热威股份(603075.SH) | 卖 | -13100 | 17.15 | -224665 | ¥292.06 | -7798.72 |
| 2026-10-23 | 红四方(603395.SH) | 卖 | -10200 | 21.71 | -221442 | ¥287.87 | -9555.28 |
| 2026-10-23 | 敷尔佳(301371.SZ) | 卖 | -11700 | 19.8 | -231660 | ¥301.16 | -4750.9 |
| 2026-10-23 | 中机认检(301508.SZ) | 卖 | -10000 | 22.66 | -226600 | ¥294.58 | -5969.75 |
| 2026-10-23 | 技源集团(603262.SH) | 卖 | -14400 | 15.4 | -221760 | ¥288.29 | -11589.98 |
| 2026-10-23 | 天富龙(603406.SH) | 卖 | -8700 | 25 | -217500 | ¥282.75 | -10508.38 |
| 2026-10-23 | 湘佳股份(002982.SZ) | 卖 | -18900 | 13.28 | -250992 | ¥326.29 | 15994.52 |
| 2026-10-23 | 聚力文化(002247.SZ) | 卖 | -100600 | 2.26 | -227356 | ¥295.56 | -7112.32 |
| 2026-10-23 | 新亚电缆(001382.SZ) | 卖 | -14600 | 15.8 | -230680 | ¥299.88 | -1675.69 |
| 2026-10-23 | 中集环科(301559.SZ) | 卖 | -18500 | 12.38 | -229030 | ¥297.74 | -4324.99 |
